Advanced search

Showing result 16 - 20 of 54 essays matching the above criteria.

  1. 16. Financial Volatility and the Leverage Effect on the Swedish Stock Exchange

    University essay from KTH/Industriell ekonomi och organisation (Inst.)

    Author : Thelma Björklund; Hedvig Jonsson; [2018]
    Keywords : Volatility; Leverage!effect; Risk; Return; Clustering; Modiglian !and Miller; EGARCH; Capital!structure;

    Abstract : In today’s financial markets, volatility is a fundamental concept in regards of the risk assessment of assets and instruments. Financial volatility is commonly used to measure the quantitative aspects of risk and is given a significant amount of attention in past literature and research. READ MORE

  3. 17. A study on profitability of Nordic large cap companies, effects of free cash flow and debt

    University essay from Umeå universitet/Företagsekonomi

    Author : Babak Bayat Babolghani; Sebastian Reuter; [2018]
    Keywords : Free cash flow; Return on assets; Debt to equity ratio; Debt Ratio; Profitability; Nasdaq Nordic Large Cap.;

    Abstract : This paper has studied the relationship between free cash flow & debt with profitability of the Nordic Nasdaq large cap for the period of 2012-1017. Population of the study consists of 223 Nordic companies listed in Nasdaq. READ MORE

  4. 18. Capital Structure of Banks in EU: Does Size Matter? : A Quantitative Study of the Determinants of Banks’ Capital Structure

    University essay from Umeå universitet/Företagsekonomi

    Author : Vilma Saari; Sam Rudholm; [2018]
    Keywords : Capital Structure; Size; Bank; Regulatory Capital; Leverage Ratio;

    Abstract : The way the banks carry out their operations is determined by the size of the bank and by the banking regulation. In order to perform these operations, banks need to decide whether the operations are going to be financed with equity, debt or a with a mix of both. READ MORE

  5. 19. The Leverage Effect - Uncovering the true nature of U.S. asymmetric volatility

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Christoffer Dahlvid; Per Granberg; [2017]
    Keywords : Leverage effect; asymmetric volatlity; firm specific variables; volatility; GJR-GARCH; EGARCH; panel data; Business and Economics;

    Abstract : The topic of this thesis is the leverage effect i.e. asymmetric volatility. The leverage effect describes the negative relationship between asset value and volatility. READ MORE

  6. 20. Structural Modelling of Credit Spreads on the European Bond Market: An Empirical Study

    University essay from Lunds universitet/Matematisk statistik

    Author : Marcus Zethraeus; Magnus Roos; [2017]
    Keywords : Structural models; Merton model; Black Cox model; European corporate bond spreads; Mathematics and Statistics;

    Abstract : This thesis empirically tests the explanatory power of structural models on the European corporate bond market. Using new evaluation methods, including LASSO and gradient boosting regression, we can provide an in-depth assessment of the models’ shortcomings. READ MORE